+183.8%
VXUS vs EFV
+189.2%
-5.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +1.0% | +1.5% | -0.5% | -0.3% |
| 30D | +2.2% | +1.7% | +0.5% | +0.6% |
| 3M | +3.0% | +8.6% | -5.7% | -4.5% |
| 6M | +10.7% | +11.7% | -1.0% | +0.2% |
| YTD | +17.8% | +19.3% | -1.4% | +0.6% |
| 1Y | +27.6% | +30.2% | -2.6% | +0.5% |
| 3Y | +73.3% | +91.6% | -18.3% | -3.9% |
| 5Y | +54.3% | +96.4% | -42.1% | -16.4% |
| 10Y | +149.8% | +166.5% | -16.7% | +1.8% |
| All | +183.8% | +189.2% | -5.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EFV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling